Interpolate only one value of a TimeSerie using Python / Pandas

pandas, python

Solution

Take a subset of the Series including only the entry above and below your target. Then use `interpolate`.

def interpolate(ts, target):
    ts1 = ts.sort_index()
    b = (ts1.index > target).argmax() # index of first entry after target
    s = ts1.iloc[b-1:b+1]
    # Insert empty value at target time.
    s = s.reindex(pd.to_datetime(list(s.index.values) + [pd.to_datetime(target)]))
    return s.interpolate('time').loc[target]

Example:

interpolate(ts, '2013-08-11 14:20:00')
2013-08-11 14:20:00    0.329112

Problem

I have a `pandas.core.series.TimeSeries` named `ts` like this: ``` timestamp 2013-08-11 14:23:50 0.3219 2013-08-11 14:23:49 0.3222 2013-08-11 14:19:14 0.3305 2013-08-11 00:47:15 0.3400 2013-08-11 00:47:15.001 0.3310 2013-08-11 00:47:15.002 0.3310 2013-08-10 22:38:15.003 0.3400 2013-08-10 22:38:14 0.3403 2013-08-10 22:38:13 0.3410 ``` Index of this TimeSerie are irregularly spaced. I would like to have value of `ts` for a given datetime such as `2013-08-11 14:20:00` I just need to interpolate ONE value, not the whole TimeSerie I just want to interpolate data using a linear function between the previous index (`2013-08-11 14:23:49`) and the next index (`2013-08-11 14:19:14`)

Original source